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DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Interest Rate Swaps (Details) - Designated as Hedging Instrument - Cash Flow Hedging - USD ($) | 3 Months Ended | 12 Months Ended
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Mar. 31, 2019 | Dec. 31, 2018
Interest Rate Swap, 3 month LIBOR plus 1.67% |  |
Derivative [Line Items] |  |
Notional Amount | $ 2,000,000 | $ 2,000,000
Pay Rate | 5.979% | 5.979%
Effective Date | Oct. 01, 2016 | Oct. 01, 2016
Maturity in Years | 7 years | 7 years 3 months
Unrealized Losses | $ 268,000 | $ 220,000
Interest Rate Swap, 3 month LIBOR plus 1.67% | LIBOR |  |
Derivative [Line Items] |  |
Receive Rate | 1.67% | 1.67%
Interest Rate Swap, 3 month LIBOR plus 3.35% |  |
Derivative [Line Items] |  |
Notional Amount | $ 3,000,000 | $ 3,000,000
Pay Rate | 7.505% | 7.505%
Effective Date | Oct. 30, 2012 | Oct. 30, 2012
Maturity in Years | 3 years 6 months 29 days | 3 years 9 months 29 days
Unrealized Losses | $ 208,000 | $ 173,000
Interest Rate Swap, 3 month LIBOR plus 3.35% | LIBOR |  |
Derivative [Line Items] |  |
Receive Rate | 3.35% | 3.35%

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- Definition Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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